It helps if you are physically active prior to becoming prengnant. I was active prior to and still am at approximately 18 weeks. I do power walking on the treadmill on an incline at least 4 days a week for about 30-45 minutes in addition to pilates reformer (on the machine) 3 days a week! I can definitely say working out gives a huge boost in energy levels!
So, go ahead and workout! In anycase, it's best to not gain so much unecessary weight during pregnancy!